Initialisation et génération des données

## [1] "number of cores available = 1"
#Phi[1] ; eta = valeur de fin  Phi[2] = valeur du noeud  Phi[3] = echelle
m <- function(t, eta, phi) (phi[,1] + eta)/(1+exp((phi[,2]-t)/phi[,3]))
#=======================================#
param <- list(sigma2 = 0.05,
              rho2 = 0.1,
              mu = c(5,90,5),
              omega2 = c(0.5,0.1,0.01),
              #Survival data,
              nu2 = 0.5,
              a = 90,
              b = 50,
              alpha = 7,
              beta = 10)

#=======================================#
t <- seq(60,120, length.out = 10) #value of times

dt_NLME <- NLME_data(G = 10, ng = 12, time = t, fct = m, param = param)
dt_SF <- SF_obs(dt_NLME, param, m)

getDim(dt_NLME)
##    G   ng    n    N   F. 
##   10   12 1200  120    3
Y <- dt_NLME$obs
source('joint_model.R')

Chunk execution time = 00min 00sec

Resultats

sigma2 rho2 mu1 mu2 mu3 omega21 omega22 omega23 nu2 a b alpha beta
Oracle 0.0489 0.1008 4.7284 89.9405 5.0174 0.4962 0.1084 0.0093 0.8999 90.0000 50.0000 7.0000 10.000
Initialisation 0.0625 0.2000 6.6014 118.8261 6.6014 0.1000 0.1000 0.1000 0.6196 118.9227 62.4057 9.1749 12.996

Légende des graphs : En pointillé les moyennes à priori, la ligne vertical orange symbolise la phase de correction

niter <- 100
correction.phase <- 15
MH.iter <- function(k) ifelse(k<=correction.phase, 100, 100)

sd.eta <- function(k) 0.04
sd.phi <- function(k) ifelse(k<=correction.phase, 0.5, 0.05 )

for(i in 1:20)
{
  res <- SAEM(niter, MH.iter, para, Phi, S$eval, Z, sim, maxi, eps = 1e-3, verbatim = 2)
  affichage(res)
}
## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 10sec"

## [1] "SAEM execution time = 01min 10sec"

## [1] "SAEM execution time = 01min 10sec"

## [1] "SAEM execution time = 01min 10sec"

## [1] "SAEM execution time = 01min 10sec"

## [1] "SAEM execution time = 01min 09sec"

## [1] "SAEM execution time = 01min 10sec"

## [1] "SAEM execution time = 01min 09sec"

Chunk execution time = 23min 38sec